+28.2%
UNP vs ZYBT
-58.9%
+87.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | -1.8% | -3.7% | +1.9% | -1.8% |
| 30D | -2.7% | 0.0% | -2.7% | -2.7% |
| 3M | +6.5% | +72.2% | -65.7% | +8.3% |
| 6M | +14.4% | +103.1% | -88.8% | +16.0% |
| YTD | +24.8% | +34.8% | -10.0% | +26.9% |
| 1Y | +34.4% | -83.2% | +117.6% | +39.0% |
| All | +28.2% | -58.9% | +87.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZYBT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling